CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 0.8639 0.8648 0.0009 0.1% 0.8803
High 0.8639 0.8648 0.0009 0.1% 0.8803
Low 0.8639 0.8599 -0.0040 -0.5% 0.8639
Close 0.8639 0.8622 -0.0017 -0.2% 0.8639
Range 0.0000 0.0049 0.0049 0.0164
ATR 0.0060 0.0060 -0.0001 -1.3% 0.0000
Volume 1 1 0 0.0% 13
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8770 0.8745 0.8649
R3 0.8721 0.8696 0.8635
R2 0.8672 0.8672 0.8631
R1 0.8647 0.8647 0.8626 0.8635
PP 0.8623 0.8623 0.8623 0.8617
S1 0.8598 0.8598 0.8618 0.8586
S2 0.8574 0.8574 0.8613
S3 0.8525 0.8549 0.8609
S4 0.8476 0.8500 0.8595
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9186 0.9076 0.8729
R3 0.9022 0.8912 0.8684
R2 0.8858 0.8858 0.8669
R1 0.8748 0.8748 0.8654 0.8721
PP 0.8694 0.8694 0.8694 0.8680
S1 0.8584 0.8584 0.8624 0.8557
S2 0.8530 0.8530 0.8609
S3 0.8366 0.8420 0.8594
S4 0.8202 0.8256 0.8549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8691 0.8599 0.0092 1.1% 0.0013 0.2% 25% False True 1
10 0.8842 0.8599 0.0243 2.8% 0.0033 0.4% 9% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8856
2.618 0.8776
1.618 0.8727
1.000 0.8697
0.618 0.8678
HIGH 0.8648
0.618 0.8629
0.500 0.8624
0.382 0.8618
LOW 0.8599
0.618 0.8569
1.000 0.8550
1.618 0.8520
2.618 0.8471
4.250 0.8391
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 0.8624 0.8640
PP 0.8623 0.8634
S1 0.8623 0.8628

These figures are updated between 7pm and 10pm EST after a trading day.

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